Are There any Regular Variations in the Taiwan Stock Market: A Case Study of Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX)
Why this work is in the frame
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Bibliographic record
Abstract
This study explores whether there is any regular effect in the Taiwan Stock Market based on the January Effect in US stock market and the December Effect in Chinese money market funds. The large cap closing index and large cap turnover data from a database of Taiwan Economic Journal (TEJ) for the period from January 2000 to December 2013 were used to verify whether there are any seasonal effects on Taiwan Stock Market using a simple Ordinary Least Squares (OLS) regression model in SPSS 20, with daily large cap index and turnover data of the Taiwan Stock Market as variables. The verification results showed there is a seasonal effect in the Taiwan Stock Market, especially in Winter, in which the effect is most significant. The research yields useful reference information for investors, scholars and government authorities in their decision-making process for more profits.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.041 | 0.017 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.001 | 0.005 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it